+82.3%
DT vs RCAT
-65.5%
+147.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.4% | -0.9% |
| 7D | -7.5% | -5.6% | -1.9% | -7.5% |
| 30D | -31.5% | -27.0% | -4.5% | -30.9% |
| 3M | -14.0% | -57.9% | +43.9% | -11.9% |
| 6M | +6.9% | -59.4% | +66.3% | +9.2% |
| YTD | +0.3% | -46.9% | +47.3% | +1.1% |
| 1Y | -6.9% | -54.0% | +47.1% | -6.0% |
| 3Y | -13.9% | +378.4% | -392.3% | -20.9% |
| 5Y | -39.9% | +61.9% | -101.8% | -44.1% |
| All | +82.3% | -65.5% | +147.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling